Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.617 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 49397.72 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45336.51 Kr¶

PnL: ---------------------------------------> 280.51 Kr¶

DD now: ---------------------------------> -7.008 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 10:11:50.728621'

Anic Portfolio¶

Today¶

Return: 1.073 %¶

This Week¶

Return: 0.192 %¶

Total portfolio value¶

Return including deposits: 61.715 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 1.540000 1686.420000 217.420000 14.800000 1468.999998
Sedana Medical 93 5.580000 2711.880000 190.880000 7.570000 2521.000011
Orrön Energy 180 4.420000 2147.400000 104.400000 5.110000 2043.000000
Sagax B 4 2.910000 892.000000 38.000000 4.450000 854.000000
Platzer Fastigheter Holding B 12 2.720000 996.000000 35.000000 3.640000 960.999996
Catena 2 2.640000 824.400000 32.400000 4.090000 792.000000
Atrium Ljungberg B 5 1.520000 967.000000 32.000000 3.420000 935.000000
JM 6 1.440000 890.400000 26.400000 3.060000 864.000000
Sagax A 4 2.330000 880.000000 26.000000 3.040000 854.000000
Hoist Finance 35 -0.170000 1002.750000 22.750000 2.320000 980.000000
Hexatronic Group 12 1.780000 985.440000 18.440000 1.910000 966.999996
Gränges 9 1.750000 944.100000 16.100000 1.730000 927.999999
Byggmax Group 33 1.450000 966.900000 10.900000 1.140000 956.000001
BioGaia B 8 0.510000 939.200000 9.200000 0.990000 930.000000
Bilia A 8 0.440000 904.000000 4.000000 0.440000 900.000000
Clas Ohlson B 12 0.250000 976.800000 3.800000 0.390000 972.999996
EQT 4 0.870000 835.200000 3.200000 0.380000 832.000000
AcadeMedia 8 0.700000 403.600000 1.600000 0.400000 402.000000
HEXPOL B 9 -0.610000 1021.500000 0.500000 0.050000 1020.999996
Biotage 7 -0.300000 940.100000 -0.900000 -0.100000 940.999997
ASSA ABLOY B 3 -0.270000 773.700000 -5.300000 -0.680000 779.000001
OX2 13 0.410000 944.450000 -5.550000 -0.580000 949.999999
Alimak Group 11 0.480000 921.800000 -6.200000 -0.670000 927.999996
Creaspac SPAC 39 0.110000 3701.100000 -16.900000 -0.450000 3717.999987
Nordic Waterproofing Holding 7 0.150000 945.000000 -22.000000 -2.280000 966.999999
VEF 909 0.500000 1827.090000 -22.910000 -1.240000 1850.000436
Addnode Group B 11 -0.670000 895.400000 -25.600000 -2.780000 921.000003
SKF B 5 -2.120000 912.250000 -27.750000 -2.950000 940.000000
Vitec Software Group B 2 0.860000 1051.000000 -36.000000 -3.310000 1087.000000
Latour B 4 0.340000 820.800000 -36.200000 -4.220000 857.000000
Indutrade 5 1.640000 1180.000000 -38.000000 -3.120000 1218.000000
Bufab 3 0.000000 1053.000000 -56.000000 -5.050000 1109.000001
Hexagon B 26 0.380000 3403.400000 -57.600000 -1.660000 3461.000010
INVISIO 16 0.440000 3616.000000 -73.000000 -1.980000 3689.000000
BHG Group 97 1.570000 1376.430000 -82.570000 -5.660000 1458.999989
TOTAL 45336.510000 280.510000 -7.00792% 45056.000411

Updated:¶

'2023-07-04 10:12:07.754940'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶